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2024-04-02 1176a493039ded49d888b451793bc272e18a9b5a

 l2/l2_transaction_data_processor.py

@@ -3,7 +3,7 @@

from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
    GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer
    GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager
@@ -46,11 +46,14 @@
                buyno_map = {}

            order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
            # 是否已经下单
            is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)

            big_sell_order_info = None
            try:
                # 统计卖单
                big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas)
                big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas,
                                                                                            order_begin_pos.buy_exec_index if is_placed_order else None)
                need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
                                                                                                     big_sell_order_info,
                                                                                                     order_begin_pos)
@@ -119,3 +122,4 @@
            use_time = int((time.time() - __start_time) * 1000)
            if use_time > 10:
                async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时：{use_time}")